2018-03-20T02:09:21ZImproving electricity market price scenarios by means of forecasting factor modelshttp://hdl.handle.net/2117/3047
Improving electricity market price scenarios by means of forecasting factor models
Muñoz Gracia, María del Pilar; Corchero García, Cristina; Heredia, F.-Javier (Francisco Javier)
In liberalized electricity markets, generation Companies must build an hourly bid
that is sent to the market operator. The price at which the energy will be paid is unknown during the bidding process and has to be forecast. In this work we apply forecasting factor models to this framework and study its suitability.
2009-09-01T11:47:42ZMuñoz Gracia, María del PilarCorchero García, CristinaHeredia, F.-Javier (Francisco Javier)In liberalized electricity markets, generation Companies must build an hourly bid
that is sent to the market operator. The price at which the energy will be paid is unknown during the bidding process and has to be forecast. In this work we apply forecasting factor models to this framework and study its suitability.